When venturing out into the wilderness, what is the most important thing I should bring?
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Out of all the things that I listed bellow I think the most important is warm clothing and a water container. A knife you can make by splinting hard rock. Remember you need this (in order of importance):
Cordage you can make from cambium or any other natural source suitable for that purpose.
You can make fire by building fire bow-drill. You got the knife and cordage you already made for it.
You can create filter from articles of clothing suspended on tripod. After you are done filtering the water you should boil it as well.
You can build debris shelter in your camp instead for lugging around tent.
You could do with a lot less but I found this to be OK comfort zone.